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Revival of the Twin Deficits in Asian Crisis affected Countries
16 references·0 citing·34 second hop
Revival of the Twin Deficits in Asian Crisis affected Countries (2010)Revival of the Twin Deficits in Asian Cri…The Unsustainable U.S. Current Account Position Revisited (2007)The Unsustainable U.S. Curren…Financial Integration, Financial Deepness and Global Imbalances (2007)Financial Integration, Financ…The U.S. Current Account and the Dollar (2005)The U.S. Current Account and …Global Current Account Imbalances and Exchange Rate Adjustments (2005)Global Current Account Imbala…Numerical distribution functions for unit root and cointegration tests (1996)Numerical distribution functi…Five alternative methods of estimating long-run equilibrium relationships (1994)Five alternative methods of e…Introduction to Multiple Time Series Analysis (1993)Introduction to Multiple Time…VECTOR AUTOREGRESSIVE MODELS WITH UNIT ROOTS AND REDUCED RANK STRUCTURE:ESTIMATION. LIKELIHOOD RATIO TEST, AND FORECASTING (1992)VECTOR AUTOREGRESSIVE MODELS …Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…Optimal Inference in Cointegrated Systems (1991)Optimal Inference in Cointegr…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Some recent development in a concept of causality (1988)Some recent development in a …Have Large Budget Deficits Caused Rising Trade Deficits? (1988)Have Large Budget Deficits Ca…Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Testing for Unit Roots in Aut…Are Government Bonds Net Wealth? (1974)Are Government Bonds Net Weal…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Estimation of Common Long-Memory Components in Cointegrated Systems (1995)Spurious regression and residual-based tests for cointegration in panel data (1999)On the estimation and inference of a cointegrated regression in panel data (2004)Time Series Analysis: Forecasting and Control (1977)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing for unit roots in heterogeneous panels (2003)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Time Series Analysis Forecasting and Control. (1971)Does financial development cause economic growth? Time-series evidence from 16 countries (1996)The long-run and causal analysis of energy, growth, openness and financial development on carbon emissions in Turkey (2012)Determinants of CO2 emissions in the European Union: The role of renewable and non-renewable energy (2016)Time Series Regression with a Unit Root (1987)A simple panel unit root test in the presence of cross‐section dependence (2007)On the private provision of public goods (1986)Giving with Impure Altruism: Applications to Charity and Ricardian Equivalence (1989)Nobel Lecture: The Economic Way of Looking at Behavior (1993)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Critical Values for Cointegration Tests (2010)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION (1993)Generalized impulse response analysis in linear multivariate models (1998)Introductory Econometrics for Finance (2008)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)
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References

  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1974Are Government Bonds Net Wealth?5,990 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
  • 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
  • 1996Numerical distribution functions for unit root and cointegration tests3,119 cited
  • 1988Some recent development in a concept of causality2,982 cited
  • 1993Introduction to Multiple Time Series Analysis1,912 cited
  • 1994Five alternative methods of estimating long-run equilibrium relationships1,129 cited
  • 1991Optimal Inference in Cointegrated Systems1,110 cited
  • 2005Global Current Account Imbalances and Exchange Rate Adjustments590 cited
  • 1992VECTOR AUTOREGRESSIVE MODELS WITH UNIT ROOTS AND REDUCED RANK STRUCTURE:ESTIMATION. LIKELIHOOD RATIO TEST, AND FORECASTING460 cited
  • 2007The Unsustainable U.S. Current Account Position Revisited320 cited
  • 2007Financial Integration, Financial Deepness and Global Imbalances320 cited
  • 2005The U.S. Current Account and the Dollar

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213 cited
  • 1988Have Large Budget Deficits Caused Rising Trade Deficits?206 cited
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